+111.1%
ROST vs CLX
-37.2%
+148.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.5% | -5.9% | +3.4% | -1.4% |
| 30D | -10.3% | -17.0% | +6.8% | -7.2% |
| 3M | -2.6% | -9.6% | +7.0% | -1.0% |
| 6M | +6.5% | -21.5% | +28.0% | +11.1% |
| YTD | +25.9% | -8.8% | +34.7% | +26.8% |
| 1Y | +52.3% | -24.7% | +77.0% | +59.6% |
| 3Y | +94.6% | -35.6% | +130.2% | +108.1% |
| 5Y | +111.1% | -37.6% | +148.7% | +117.2% |
| All | +111.1% | -37.2% | +148.3% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling